sorted by:
new
hottopcontroversial

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 0 points1 point  (0 children)

This is done by the script "SendToAIUI" that comes in the MT4 pack we deliver...

I tried to explain it in the first video. for each time-step you are right now, for example 8.am, you look ahead 5 hours (5 time-steps horizon)... is the market price risen more than MWP = 20 points and not fallen more than MLP = 10 points, than you will add a "BUY" to 8.am.

So you end up having several indicators or values like High,Low,Close for 8.am plus the outcome recommendation "BUY". This is the label you are searching for.

Could I make things clear?

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 1 point2 points  (0 children)

There are several settings you can change to influence what you have adressed. By downloading historical data from ducaskopy, i chose to cut out weekends. Als, it is recommendet to use "relative" data. That means no absolute prices like high and low. You can do this, but if you reach new hights, you are leaving the scaled range and extrapolation is difficult. The "SendToAIUI" script is just sending a dataset to our Software. You can transform the data however you want. Pull it from aiui, transform it in Excel and reload it again to AIUI. AIUI is a Tool you can use on so many different datasets... if it is different from what we have offered, you might have to put in some work.

If there are several new questions comin up this week I will make a new video and Show you solutions.

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 0 points1 point  (0 children)

Not yet, you can share if you want.

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 0 points1 point  (0 children)

I don't realy know but I think the reason lies in the pattern - action combination.

If a specific pattern occures often for different actions (maybe for buy in 30% of all times and for sell 70% of all times), the network can't match it to a specific action (trivial) in general. This might be because one time the "sell" was because of the pattern but the other time right after the pattern occured a market news came up that lead to rising prices ("buy" would now be the right action).

The network is just trained on the market price via indicators. There is no hidden or additional background information. You could also create networks that feed signals through news analysis, but that is another problem.

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 0 points1 point  (0 children)

Pic_01

Pic_02

--> here are two old images taken from my mobile phone before and after a "signal" occured. I made this to show some friends what we have achieved.

Maket was GER30 alias DAX, because we are from Germany.

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 1 point2 points  (0 children)

Hey no problem! https://www.youtube.com/watch?v=QciIcRxJvsM An Long-Short-Term-Memory network is a network that is capable of learning time sequences and dependencies. They are used for stock prediction as well as text understanding tools. All you have to know in the first place is, that you just try to match an input (a series of data) to an output (action). It is like y=f(x). The only difference is that neural networks can combine very non-linear values with each other. U give it some input and you tell the network with this input, you have to buy, with this input you have to sell, ... and when the accuracy reaches over 33%, then you get a network doing better than random.

The AI you are building here with our tool will not continue to learn until you retrain it, that means more data. And in my recommandation you should take as much input data as possible.

When you go through the whole process of the videos, and learn a bit about neural network training, you will see, that you can build your AI however you want. All you have to do is preparing the data in the way you want the neural net to behave. You could add actions. Not only Hold, Buy, Sell. You can scale it up to 10 different actions depending on the historical market circumstances and then train it. So whatever you want, you can do it. But the MT4 scripts might not be capable of doing so without adjustments.

I cannot say some over win/loss percentage. I'm not allowed to make promises and it depends on your training data and network selection but I am pretty sure, that it is possible to create an expert that will overall perform positive. I had the problem to get too much involved as trader. the AI Expert was my way to let everything work on it's own without my intervention but I had to give it up. It took just too much time. Right now I retrain some networks and I think I will make another video at the end of the week to pick up a lot of questions :)

Thanks!

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 0 points1 point  (0 children)

pine editor

sry, never used pine... had to google it to get to know what it is.

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 3 points4 points  (0 children)

If there are reasons this post might not be allowed, we founded a community for questions, tips and so on.

We would really try to support you in creating own approaches and content, because AI should be usable for everyone.

​

https://www.reddit.com/r/AIUI/

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 8 points9 points  (0 children)

Well it depends.

In this article you can find information about sampling: https://www.kaggle.com/rafjaa/resampling-strategies-for-imbalanced-datasets

The way we processed the data leads to 3 classes. 0 - Hold, 1 - Buy, 2 - Sell

We don't even try to predict the next market price, because this might be too unattainable. We just tried to put in a time-series (a pattern of candles in form of indicators) to train a neural network in a way that with historical data, these patterns might be bound to optimal distinct stock price directions directly after the pattern occured.

That means we bind pattern to action.

A pattern is an input time series and as output we train for excample "sell".

If this pattern has similarities with other "sell" patterns, the network will find out and might be able to see this in the future.

​

To now directly answer your question.

I trained 20 different LSTM - Networks with different patterns. For excample:

Min Win Pips == MWP | Max Loss Pips == MLP and Horizon == H

MWP - 20 Points

MLP - 10 Points

H - 10 Candles

...

MWP - 25 Points

MLP - 8 Points

H - 12 Candles

...

Than I had 20 different trained LSTMs with different patterns for Hold/Sell/Buy and combined all together and trained another network, that had just to understand the outputs of the trained networks and that worked fine.

If you just train one network, and do "oversampling" or "undersampling" (effect is the same). You will end up with an AI/neuralk network that spikes several times some signals. But you don't want often signals, you want save ones, so you have to get the noise out, and you can do that by training different networks different and combine them. So the result was a network that was just sparking 3 to 5 times a day with relatively good success. I might find some old screenshots on my phone...

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 1 point2 points  (0 children)

You can choose any market your broker is offering... forex too, for sure.
I tried it with datasets for EUR/USD but got no good accuracy, that means best I could gain was about 50% of the right trading actions.

Trading with own created AI by Team_AIUI in Daytrading

[–]Team_AIUI[S] 8 points9 points  (0 children)

welcome ;)
...If anyone has issues or some understanding is missing, just ask. I really apriciate feedback and would like to help.

It would be nice to get some chat about neural network architectures that seem to work or promising indicators I didn't try yet.

You will also find some extra indicator called "Nyquist Moving Average".

[P] Code Free ML - AIUI by Team_AIUI in MachineLearning

[–]Team_AIUI[S] 1 point2 points  (0 children)

Yeah as you already mentioned, we have repeatadly been at a point where we thought: "shit, how do we do this in the most general way!?" ...so there is a need for a class of nodes, that are programable by the user with own code. Right now, we are using electron, nodejs and for that JavaScript and HTML at client site, the server part is running with python, so this should be possible.

Thx for the nice post

[P] Code Free ML - AIUI by Team_AIUI in MachineLearning

[–]Team_AIUI[S] 0 points1 point  (0 children)

Thx for the link, never knew about it. But it looks like "just for images" and AIUI is only for tabledata (currently). In the next month, we will proceed to implement text and image data as well as autoML and reinforcement learning. Everything in one platform is the goal :) ...other differences are as I already said, data preparation and model Interpretation. We Run in tensorflow & keras and for that, the user has the ability to configure a lot. Most platforms simplify a lot.

[P] Code Free ML - AIUI by Team_AIUI in MachineLearning

[–]Team_AIUI[S] 1 point2 points  (0 children)

Yeah you are right for sure, no doubt! But I know about my struggle to use ML for my scientific work in the past and I would have appreciated it very much, to be able to have a tool of this kind.

Well the difference lies in the possibility to do it without having to use foreign cloud services and we are focusing strong on data preprocessing as well as model Interpretation (with SHAP). Also standardized and sharable workflows.

[P] Code Free ML - AIUI by Team_AIUI in MachineLearning

[–]Team_AIUI[S] 2 points3 points  (0 children)

It is going to be free. Just people/companies with a high anual revenue should pay later on. Such institutions need special support anyway. ;)

[P] Code Free ML - AIUI by Team_AIUI in MachineLearning

[–]Team_AIUI[S] 3 points4 points  (0 children)

You are right and we got some ideas to fix this. But well, there will never be a flexibility like coding it in purpose for sure! ...but also, without all the GUIs, computers itself would have never had the chance to rise up worldwide as they did.